+552.2%
DELL vs FIX
+933.9%
-381.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.8% | +1.1% |
| 7D | -22.6% | -17.5% | -5.1% | -15.1% |
| 30D | -43.2% | -41.6% | -1.6% | -27.0% |
| 3M | -24.8% | -40.6% | +15.8% | -4.5% |
| 6M | +38.0% | -49.4% | +87.4% | +86.2% |
| YTD | +163.7% | +9.2% | +154.6% | +145.0% |
| 1Y | +122.5% | +6.5% | +116.1% | +108.4% |
| 3Y | +377.0% | +448.7% | -71.8% | +92.6% |
| All | +552.2% | +933.9% | -381.7% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling